Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157063.0017 | 121553.0892 | 35509.9125 | 34300.6352 | -59115.1068 | 93415.7419 |
Total P&L (%) | 157.063 | 121.5531 | 35.5099 | 34.3006 | -59.1151 | 93.4157 |
Avg Daily Profit (%) | 0.1508 | 0.1167 | 0.0341 | 0.0283 | -0.0858 | 0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140018 | -140935 | -19744 | -472548 | -487482 | -28902 |
Profit Factor | 1.4095 | 1.3919 | 1.4837 | 1.0324 | 0.9344 | 1.5987 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 59.596 | 55.102 | 64 | 59.596 | 55.102 | 64 |
Ratio Avg Win / Avg Loss | 0.9556 | 1.1342 | 0.8346 | 0.7 | 0.7614 | 0.8993 |
Largest Winning Trade | 65083 | 65083 | 16408 | 117599 | 117599 | 39622 |
Largest Losing Trade | -64461 | -64461 | -19744 | -163230 | -163230 | -25401 |
Avg Bars in Trades | 241 | 461 | 27 | 241 | 461 | 27 |
Avg Bars in Winners | 153 | 310 | 20 | 153 | 310 | 20 |
Avg Bars in Losers | 372 | 645 | 39 | 372 | 645 | 39 |
Bars Traded | 23957 | 22598 | 1359 | 23957 | 22598 | 1359 |
Profit Streak | 62.9185 | 68.6269 | 62.9185 | 62.9185 | 68.6269 | 62.9185 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315657 | -34845 | -327839 | -341811 | -579051 | -285503 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 2.33923 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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